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"... But I am probably the only person doing small cap." Most probably not, but may I suggest to use Level II analysis to educate lot prices/volumes and dispersion of buyers/salers (kind of

Yes I see how you can loose a lot on SELL on low liquidity stocks. especially pre-market as some guys set fishing lines with 0.01$ bid, just in case somebody else made a mistake at time no 'normal'

And FYI MKT orders can completely wipe your account, careful with that. Didn't happen to me, but I've heard and understand how you can lose everything with it.

Thanks for the reply, I think. I didn't put all the info on the order, no I don't need limit price. This was premarket and I do agree that the liquidity was an issue. But the bigger issue was my

Why did you use LMT ? (shouldn't you specify a order.lmtPrice ?) What was the instrument you dealt with ? (Liquidity can really be a nightmare) Did you send your LMT during RTH ? Did you look at the

I confirm and agree. Either use UTC or use only convention as sent in contractDetails. Anything else is guess work.

The first article you referenced implies that you just have to send a MKT order using NYSEFLOOR as the exchange. But you first have to contact IB support to get your TWS configured to recognise

I was mistakenly under the impression that if I create a SMART sell order that it would fill at the best price Contract contract = new Contract(); contract.symbol(symbol); contract.exchange("SMART");

From what I understand, you can send a MOC order later than what is otherwised allowed (15:50ET) via a d-quote order. How do you send one via the API? I cannot find it anywhere in the official IB API

I found I get the best results if I move away from the ambiguous three letter codes, like IB recently did, and use one of the following time zone specifications: - UTC, using the format

For some consistency, this is the Wikipedia web page ( https://en.wikipedia.org/wiki/List_of_tz_database_time_zones ) that I use to get the correct time zone wording / format. Check the entries for

I would like to define a synthetic call (stock + put combo), and use the synthetic call as a benchmark in "PEG BENCH" order. The method referenceContractId requires a contract id. The method

There appears to be poor consistency in the handling of time zones. For order GTD field, I used both "EST" and "America/New_York"?successfully. For reqExecutions I used the "EST" value for time zone

Hi Dan, Didn't really "solve it". But it "went away" somehow and I didn't pay it any heed. I just re-cycled TWS when it happened. Good Luck. Be Well, Lou Dudka

I asked for any questions relating to this sample to be sent directly to me, not to the Group. So I'm locking this topic to prevent further posts. Feel free to email me though. Max, I will respond to

Richard,? Thanks much for posting this sample code.? You may call it simple but for a 70 yo trying to get my head around .NET it looks pretty sophisticated. I'm running Visual Studio 2022 Community

Hi all Did you guys ever manage to resolve this issue? I'm running into the same issue now, AWS EC2 Windows 9. I've tried changing my auto restart time from midnight to 5:15pm (AEST UTC+10)? to no

Yes of course you can still use the old pre-.Net ActiveX implementations. In fact the oldest one I have is from 2003, and that still works too. But the API has moved on a long way since 970. It makes

Appreciate your help.? I will spend a few days trying to digest what you have sent me, and then I suspect I will ask a few really stupid questions before I really understand.? I do hope to gain a

2017 VB.net + old API works? fine. Don't know about VB.net 2019 or 2022 https://youtu.be/meyBmhhI-44